+421.5%
CPRT vs WAT
+155.0%
+266.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +9.9% | -1.0% | +10.9% | +10.2% |
| 3M | +5.6% | +10.9% | -5.3% | +1.9% |
| 6M | -13.6% | +33.2% | -46.8% | -22.3% |
| YTD | -16.7% | +6.1% | -22.8% | -19.6% |
| 1Y | -33.1% | +30.2% | -63.4% | -40.3% |
| 3Y | -27.1% | +52.9% | -79.9% | -42.2% |
| 5Y | -9.9% | -5.1% | -4.7% | -14.6% |
| All | +421.5% | +155.0% | +266.5% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling